Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705262.9136 | 684845.7865 | 20417.1271 | -2422845.6689 | 6488915.3081 | -8911760.9769 |
Total P&L (%) | 705.2629 | 684.8458 | 20.4171 | -2422.8457 | 6488.9153 | -8911.761 |
Avg Daily Profit (%) | 0.2822 | 0.274 | 0.0082 | 0 | 0.1677 | 0 |
Buy And Hold Return (%) | 897.7593 | 897.7593 | 897.7593 | 897.7593 | 897.7593 | 897.7593 |
Max Trade Drawdown | -189781 | -74025 | -158560 | -9112349 | -857522 | -9395488 |
Profit Factor | 2.1883 | 4.0694 | 1.0551 | 0.8395 | 3.0859 | 0.2562 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 23 | 26 | 49 | 24 | 25 |
Losing Trades | 38 | 20 | 18 | 38 | 19 | 19 |
Profitability (%) | 56.3218 | 53.4884 | 59.0909 | 56.3218 | 55.814 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.6971 | 3.5386 | 0.7305 | 0.651 | 2.443 | 0.1947 |
Largest Winning Trade | 163062 | 163062 | 63733 | 4100272 | 4100272 | 590828 |
Largest Losing Trade | -134218 | -49834 | -134218 | -8955950 | -668504 | -8955950 |
Avg Bars in Trades | 167 | 183 | 151 | 167 | 183 | 151 |
Avg Bars in Winners | 184 | 194 | 175 | 171 | 183 | 159 |
Avg Bars in Losers | 145 | 171 | 117 | 162 | 184 | 140 |
Bars Traded | 14572 | 7905 | 6667 | 14572 | 7905 | 6667 |
Profit Streak | 123.6703 | 123.6703 | 124.337 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150470 | -148926 | -507055 | -579726 | 520629 | -579835 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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